Interest Rates Products

 
 
Daily Price Limit Changes
November Options Review
Repo Interest Rate Benchmark
Tick Size Reduced
 
Interest Rates Product SlateMarket Data and Charts are delayed at least 10 minutes.
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEH5 Mar 2015 99.730 0 99.730 99.735 99.725 25001
Eurodollar GEM5 Jun 2015 99.635 -0.005 99.645 99.650 99.630 28432
Eurodollar GEU5 Sep 2015 99.480 -0.005 99.500 99.505 99.475 23449
Eurodollar GEZ5 Dec 2015 99.280 -0.005 99.295 99.315 99.275 29561
Eurodollar GEH6 Mar 2016 99.070 -0.01 99.095 99.115 99.070 28736
Eurodollar GEM6 Jun 2016 98.870 -0.005 98.910 98.915 98.870 29134
Eurodollar GEU6 Sep 2016 98.675 -0.005 98.705 98.725 98.675 22893
Eurodollar GEZ6 Dec 2016 98.495 -0.01 98.525 98.560 98.495 30883
10-Year U.S. Treasury Note ZNH5 Mar 2015 129'240 +0'025 130'000 130'060 129'230 159669
5-Year Deliverable Interest Rate Swap F1UH5 Mar 2015 103'135 a +0'010 - 103'175 103'135 -
10-Year Deliverable Interest Rate Swap N1UH5 Mar 2015 109'165 a +0'080 109'160 109'215 109'155 5
2-Year Eurodollar Bundle BU2H5 Mar 2015 - - - - -
3-Year Eurodollar Bundle BU3H5 Mar 2015 - - - - -
5-Year Eurodollar Bundle BU5H5 Mar 2015 - - - - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEH5 Mar 2015 99.730 0 99.730 99.735 99.725 25001
Eurodollar GEM5 Jun 2015 99.635 -0.005 99.645 99.650 99.630 28432
Eurodollar GEU5 Sep 2015 99.480 -0.005 99.500 99.505 99.475 23449
Eurodollar GEZ5 Dec 2015 99.280 -0.005 99.295 99.315 99.275 29561
Eurodollar GEH6 Mar 2016 99.070 -0.01 99.095 99.115 99.070 28736
Eurodollar GEM6 Jun 2016 98.870 -0.005 98.910 98.915 98.870 29134
Eurodollar GEU6 Sep 2016 98.675 -0.005 98.705 98.725 98.675 22893
Eurodollar GEZ6 Dec 2016 98.495 -0.01 98.525 98.560 98.495 30883
30-Day Federal Funds ZQJ5 Apr 2015 99.870 0 99.870 99.870 99.870 121
2-Year Eurodollar Bundle BU2H5 Mar 2015 - - - - -
3-Year Eurodollar Bundle BU3H5 Mar 2015 - - - - -
5-Year Eurodollar Bundle BU5H5 Mar 2015 - - - - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Ultra T-Bond UBH5 Mar 2015 175'19 +0'18 176'03 176'25 175'13 5627
U.S. Treasury Bond ZBH5 Mar 2015 150'07 +0'12 150'15 150'29 150'04 42715
10-Year U.S. Treasury Note ZNH5 Mar 2015 129'240 +0'025 130'000 130'060 129'230 159669
5-Year U.S. Treasury Note ZFH5 Mar 2015 120'197 -0'002 120'240 120'275 120'195 74154
3-Year U.S. Treasury Note Z3NH5 Mar 2015 - - - - -
2-Year U.S. Treasury Note ZTH5 Mar 2015 109'230 -0'007 109'250 109'252 109'230 24165
Product Name Code Contract Charts Last Change Open High Low Globex Volume
2-Year Deliverable Interest Rate Swap T1UH5 Mar 2015 100'267 a +0'010 - 100'270 - -
5-Year Deliverable Interest Rate Swap F1UH5 Mar 2015 103'135 a +0'010 - 103'175 103'135 -
10-Year Deliverable Interest Rate Swap N1UH5 Mar 2015 109'165 a +0'080 109'160 109'215 109'155 5
30-Year Deliverable Interest Rate Swap B1UH5 Mar 2015 - - - - -
2-Year Euro Deliverable Interest Rate Swap T1EH5 Mar 2015 - - - - -
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CME Group is the world's leading marketplace for trading short-, medium- and long-term interest rate derivative products. Spanning the entire U.S. dollar-denominated yield curve, our products include futures and options on the most widely followed U.S. interest rate benchmarks: Eurodollars, U.S. Treasury securities, 30-Day Fed Funds, and Interest Rate Swaps. The liquidity, transparency and security of CME Group interest rate markets provide customers around the world with safe, efficient means for managing interest rate risk. Backed by our central counterparty clearing model, we offer powerful solutions to address a wide range of risk management needs.